NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
72.37 |
73.72 |
1.35 |
1.9% |
69.49 |
| High |
73.92 |
75.03 |
1.11 |
1.5% |
75.03 |
| Low |
72.15 |
73.17 |
1.02 |
1.4% |
68.80 |
| Close |
73.73 |
75.00 |
1.27 |
1.7% |
75.00 |
| Range |
1.77 |
1.86 |
0.09 |
5.1% |
6.23 |
| ATR |
2.63 |
2.58 |
-0.06 |
-2.1% |
0.00 |
| Volume |
30,044 |
48,604 |
18,560 |
61.8% |
193,930 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.98 |
79.35 |
76.02 |
|
| R3 |
78.12 |
77.49 |
75.51 |
|
| R2 |
76.26 |
76.26 |
75.34 |
|
| R1 |
75.63 |
75.63 |
75.17 |
75.95 |
| PP |
74.40 |
74.40 |
74.40 |
74.56 |
| S1 |
73.77 |
73.77 |
74.83 |
74.09 |
| S2 |
72.54 |
72.54 |
74.66 |
|
| S3 |
70.68 |
71.91 |
74.49 |
|
| S4 |
68.82 |
70.05 |
73.98 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.63 |
89.55 |
78.43 |
|
| R3 |
85.40 |
83.32 |
76.71 |
|
| R2 |
79.17 |
79.17 |
76.14 |
|
| R1 |
77.09 |
77.09 |
75.57 |
78.13 |
| PP |
72.94 |
72.94 |
72.94 |
73.47 |
| S1 |
70.86 |
70.86 |
74.43 |
71.90 |
| S2 |
66.71 |
66.71 |
73.86 |
|
| S3 |
60.48 |
64.63 |
73.29 |
|
| S4 |
54.25 |
58.40 |
71.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.03 |
68.80 |
6.23 |
8.3% |
2.09 |
2.8% |
100% |
True |
False |
38,786 |
| 10 |
75.03 |
64.60 |
10.43 |
13.9% |
2.39 |
3.2% |
100% |
True |
False |
37,545 |
| 20 |
79.86 |
64.60 |
15.26 |
20.3% |
2.88 |
3.8% |
68% |
False |
False |
36,241 |
| 40 |
79.86 |
64.60 |
15.26 |
20.3% |
2.49 |
3.3% |
68% |
False |
False |
29,635 |
| 60 |
81.75 |
64.60 |
17.15 |
22.9% |
2.38 |
3.2% |
61% |
False |
False |
28,129 |
| 80 |
81.75 |
64.60 |
17.15 |
22.9% |
2.36 |
3.1% |
61% |
False |
False |
25,227 |
| 100 |
83.59 |
64.60 |
18.99 |
25.3% |
2.39 |
3.2% |
55% |
False |
False |
22,967 |
| 120 |
83.59 |
64.60 |
18.99 |
25.3% |
2.34 |
3.1% |
55% |
False |
False |
20,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.94 |
|
2.618 |
79.90 |
|
1.618 |
78.04 |
|
1.000 |
76.89 |
|
0.618 |
76.18 |
|
HIGH |
75.03 |
|
0.618 |
74.32 |
|
0.500 |
74.10 |
|
0.382 |
73.88 |
|
LOW |
73.17 |
|
0.618 |
72.02 |
|
1.000 |
71.31 |
|
1.618 |
70.16 |
|
2.618 |
68.30 |
|
4.250 |
65.27 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.70 |
74.53 |
| PP |
74.40 |
74.06 |
| S1 |
74.10 |
73.59 |
|